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maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
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1 ## Copyright (C) 1995-2012 Kurt Hornik
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {[@var{dl}, @var{d2l}] =} logistic_regression_derivatives (@var{x}, @var{z}, @var{z1}, @var{g}, @var{g1}, @var{p})
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21 ## Calculate derivatives of the log-likelihood for ordinal logistic regression
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22 ## model.
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23 ## Private function called by @code{logistic_regression}.
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24 ## @seealso{logistic_regression}
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25 ## @end deftypefn
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27 ## Author: Gordon K. Smyth <gks@maths.uq.oz.au>
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28 ## Adapted-By: KH <Kurt.Hornik@wu-wien.ac.at>
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29 ## Description: Derivates of log-likelihood in logistic regression
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30
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31 function [dl, d2l] = logistic_regression_derivatives (x, z, z1, g, g1, p)
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32
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33 if (nargin != 6)
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34 print_usage ();
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35 endif
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36
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37 ## first derivative
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38 v = g .* (1 - g) ./ p; v1 = g1 .* (1 - g1) ./ p;
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39 dlogp = [(diag (v) * z - diag (v1) * z1), (diag (v - v1) * x)];
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40 dl = sum (dlogp)';
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41
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42 ## second derivative
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43 w = v .* (1 - 2 * g); w1 = v1 .* (1 - 2 * g1);
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44 d2l = [z, x]' * diag (w) * [z, x] - [z1, x]' * diag (w1) * [z1, x] ...
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45 - dlogp' * dlogp;
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46
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47 endfunction